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@@ -1,5 +1,5 @@
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from itertools import product
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from src.strategies.moving_average import MovingAverageCrossover
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from src.strategies.ma_crossover import MovingAverageCrossover
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class MACrossoverOptimization:
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@@ -1,26 +0,0 @@
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from itertools import product
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from src.strategies.trend_filtered import TrendFilteredMACrossover
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class TrendFilteredMAOptimization:
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name = "TrendFiltered_MA"
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@staticmethod
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def parameter_grid():
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fast = [10, 15, 20, 25, 30]
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slow = [40, 50, 60, 80, 100]
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adx = [15, 20, 25, 30]
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min_gap = 15
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for f, s, a in product(fast, slow, adx):
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if s - f >= min_gap:
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yield {
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"fast_period": f,
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"slow_period": s,
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"ma_type": "ema",
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"adx_threshold": a,
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}
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@staticmethod
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def build_strategy(params):
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return TrendFilteredMACrossover(**params)
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